What Is the Put Option Premium Given the Following Information

question 44

Multiple Choice

What is the put option premium given the following information?
$\begin{array}{lr}\text { Time (years) } & .5 \\\text { Strike price } & \$ 35.00 \\\text { Stock price } & \$ 33.00 \\\text { Risk-free rate } & 2.20\% \\\text { Volatility } & 35\%\end{array}$

• A)$1.58
• B)$2.01
• C)$2.59
• D)$3.96
• E)$4.20

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